Man pages for ArnaudBu/esg2
Esg Based on a G2++ Model
| bs | BS: constructor |
| BS-class | Black & Scholes |
| calibrate | Rate model calibration |
| curvezc | Zero Coupon Curve: constructor |
| deflator | G2 ++ model: deflator |
| draw | Draw method for VSK |
| g2 | G2 ++ model: constructor |
| G2-class | G2 Model |
| genW | Generate correlated variables |
| price_swaption | Swaptions prices |
| project | G2 ++ model: projection |
| rate2zcp | Zero Coupon Price |
| swaptions | Swaptions: constructor |
| Swaptions-class | Swaptions |
| test_deflator | Deflator test |
| test_martingal | BS: Martingal test |
| traj | BS: get trajectories |
| trajv | VSK: get trajectories |
| vsk | VSK: constructor |
| VSK-class | Vasicek model |
| ZCCurve-class | Zero Coupon Curve |
| zcp2rate | Rate computation |
| zctable | G2 ++ model: construction of a zero coupon prices table. |
